+686.3%
AU vs ALLE
+17.0%
+669.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | -0.3% | +2.8% | -3.1% | -1.0% |
| 30D | +12.8% | -7.6% | +20.4% | +15.2% |
| 3M | +28.5% | +22.8% | +5.7% | +21.2% |
| 6M | +4.8% | +4.6% | +0.2% | +3.2% |
| YTD | +31.0% | -1.2% | +32.2% | +30.5% |
| 1Y | +81.4% | -9.1% | +90.6% | +84.0% |
| 3Y | +618.4% | +50.0% | +568.5% | +540.8% |
| 5Y | +686.3% | +15.2% | +671.1% | +532.9% |
| All | +686.3% | +17.0% | +669.3% | +532.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling